Anic Equity¶

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Total return since start: 0.697 %¶

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Equity now: -----------------------------> 51822.52 Kr¶

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'New Equity High!!!'
'Max Equity: -----------------------------------------> 51822.52 Kr'
'#-------------------------------#'

Max Equity ever reached: ------------> 51822.52 Kr¶

Portfolio value: --------------------------> 48616.1 Kr¶

PnL: ---------------------------------------> -464.07 Kr¶

DD now: ---------------------------------> 0.0 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 16:01:30.547027'

Anic Portfolio¶

Today¶

Return: 9.038 %¶

This Week¶

Return: 9.038 %¶

Total¶

Return: 69.654 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3396.600000 218.000000 6.860000 3178.600002
HMS Networks 2 1.080000 788.400000 115.400000 17.150000 673.000000
HEBA B 70 -2.740000 2733.500000 97.500000 3.700000 2636.000010
Nordea Bank Abp 29 0.920000 3547.280000 93.280000 2.700000 3453.999992
SAAB B 8 0.120000 3424.000000 47.000000 1.390000 3377.000000
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 -0.290000 608.300000 34.300000 5.980000 573.999998
AcadeMedia 12 1.450000 587.760000 30.760000 5.520000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -5.710000 385.100000 30.100000 8.480000 355.000000
Swedbank A 3 0.690000 593.400000 29.400000 5.210000 564.000000
OEM International B 7 0.380000 549.500000 21.500000 4.070000 527.999997
Intrum 4 -0.800000 543.600000 16.600000 3.150000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Securitas B 6 -1.040000 581.880000 11.880000 2.080000 570.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Corem Property Group B 59 -4.570000 585.580000 8.580000 1.490000 576.999999
Midsona B 63 3.770000 589.050000 6.050000 1.040000 582.999984
Karnov Group 9 -1.160000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -3.170000 248.880000 2.880000 1.170000 246.000000
Creaspac SPAC 6 -0.520000 578.400000 1.400000 0.240000 577.000002
Coor Service Management Hold. 8 -1.700000 531.600000 -0.400000 -0.080000 532.000000
Handelsbanken A 5 0.740000 544.250000 -1.750000 -0.320000 546.000000
Boozt 12 -1.720000 1641.600000 -12.400000 -0.750000 1653.999996
Sampo Oyj SDB 7 1.480000 3836.000000 -14.000000 -0.360000 3850.000000
Fasadgruppen Group 38 2.850000 4119.200000 -20.600000 -0.500000 4139.799990
CTEK 13 0.480000 512.070000 -21.930000 -4.110000 533.999999
Essity B 2 2.400000 547.200000 -26.800000 -4.670000 574.000000
International Petroleum Corp. 5 -1.390000 566.000000 -28.570000 -4.810000 594.565215
Beijer Electronics Group 27 5.610000 3051.000000 -31.800000 -1.030000 3082.800006
Essity A 4 2.420000 1100.000000 -49.000000 -4.260000 1149.000000
Vivesto 1368 -1.190000 547.470000 -65.530000 -10.690000 612.999432
OX2 22 1.000000 1784.200000 -204.000000 -10.260000 1988.199994
Axfood 15 1.990000 4080.000000 -218.800000 -5.090000 4298.800005
Ovzon 64 -1.500000 3372.800000 -621.600000 -15.560000 3994.400000
TOTAL 48616.100000 -464.070000 0.0% 49080.164634

Updated:¶

'2023-01-30 16:01:43.573282'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶